Class: Statsample::Test::F

Inherits:
Object show all
Includes:
Summarizable, Statsample::Test
Defined in:
lib/statsample/test/f.rb

Overview

From Wikipedia: An F-test is any statistical test in which the test statistic has an F-distribution under the null hypothesis. It is most often used when comparing statistical models that have been fit to a data set, in order to identify the model that best fits the population from which the data were sampled.

Instance Attribute Summary collapse

Instance Method Summary collapse

Methods included from Summarizable

#summary

Methods included from Statsample::Test

chi_square, levene, #p_using_cdf, #t_critical, t_one_sample, t_two_samples_independent, u_mannwhitney, wilcoxon_signed_rank, #z_critical

Constructor Details

#initialize(var_num, var_den, df_num, df_den, opts = Hash.new) ⇒ F

Parameters:

  • var_num: variance numerator

  • var_den: variance denominator

  • df_num: degrees of freedom numerator

  • df_den: degrees of freedom denominator


19
20
21
22
23
24
25
26
27
28
29
30
31
32
# File 'lib/statsample/test/f.rb', line 19

def initialize(var_num, var_den, df_num, df_den, opts=Hash.new)
  @var_num=var_num
  @var_den=var_den
  @df_num=df_num
  @df_den=df_den
  @var_total=var_num+var_den
  @df_total=df_num+df_den
  opts_default={:tails=>:right, :name=>_("F Test")}
  @opts=opts_default.merge(opts)
  raise "Tails should be right or left, not both" if @opts[:tails]==:both
  opts_default.keys.each {|k|
    send("#{k}=", @opts[k])
  }
end

Instance Attribute Details

#df_denObject (readonly)

Returns the value of attribute df_den


8
9
10
# File 'lib/statsample/test/f.rb', line 8

def df_den
  @df_den
end

#df_numObject (readonly)

Returns the value of attribute df_num


8
9
10
# File 'lib/statsample/test/f.rb', line 8

def df_num
  @df_num
end

#df_totalObject (readonly)

Returns the value of attribute df_total


8
9
10
# File 'lib/statsample/test/f.rb', line 8

def df_total
  @df_total
end

#nameObject

Name of F analysis


12
13
14
# File 'lib/statsample/test/f.rb', line 12

def name
  @name
end

#tailsObject

Tails for probability (:both, :left or :right)


10
11
12
# File 'lib/statsample/test/f.rb', line 10

def tails
  @tails
end

#var_denObject (readonly)

Returns the value of attribute var_den


8
9
10
# File 'lib/statsample/test/f.rb', line 8

def var_den
  @var_den
end

#var_numObject (readonly)

Returns the value of attribute var_num


8
9
10
# File 'lib/statsample/test/f.rb', line 8

def var_num
  @var_num
end

#var_totalObject (readonly)

Returns the value of attribute var_total


8
9
10
# File 'lib/statsample/test/f.rb', line 8

def var_total
  @var_total
end

Instance Method Details

#fObject


33
34
35
# File 'lib/statsample/test/f.rb', line 33

def f
  @var_num.quo(@var_den)
end

#probabilityObject

probability


40
41
42
# File 'lib/statsample/test/f.rb', line 40

def probability
  p_using_cdf(Distribution::F.cdf(f, @df_num, @df_den), tails)
end

#report_building(builder) ⇒ Object

:nodoc:


43
44
45
46
47
48
49
# File 'lib/statsample/test/f.rb', line 43

def report_building(builder) #:nodoc:
  if @df_num.is_a? Integer and @df_den.is_a? Integer
    builder.text "%s : F(%d, %d) = %0.4f , p = %0.4f" % [@name, @df_num, @df_den, f, probability]
  else
    builder.text "%s : F(%0.2f, %0.2f) = %0.4f , p = %0.4f" % [@name, @df_num, @df_den, f, probability]
  end
end

#to_fObject


36
37
38
# File 'lib/statsample/test/f.rb', line 36

def to_f
  f
end